+51.9%
ROK vs CG
+56.8%
-4.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | +2.8% | -1.3% | +4.0% | +3.3% |
| 30D | -2.4% | -3.2% | +0.8% | -1.4% |
| 3M | -4.7% | +6.2% | -10.9% | -7.9% |
| 6M | +16.8% | -4.7% | +21.4% | +17.7% |
| YTD | +11.4% | -20.6% | +32.0% | +21.0% |
| 1Y | +26.2% | -26.4% | +52.5% | +40.9% |
| 3Y | +51.9% | +55.4% | -3.5% | +21.5% |
| All | +51.9% | +56.8% | -4.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling